Truncated Poisson Regression for Time Series of Counts

DOI10.1111/1467-9469.00260zbMath1010.62080OpenAlexW2171937221MaRDI QIDQ4781093

Konstantinos Pokianos

Publication date: 21 November 2002

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9469.00260

zbMATH Keywords

partial likelihoodmartingalesnon-stationaritypartial score tests

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Generalized linear models (logistic models) (62J12)

Related Items (4)

Useful models for time series of counts or simply wrong ones? ⋮ Partial Likelihood Inference For Time Series Following Generalized Linear Models ⋮ Some recent progress in count time series ⋮ Robust estimation methods for a class of log-linear count time series models

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